+330.0%
ACWI vs LH
+505.6%
-175.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | -2.4% | +1.4% | -3.8% | -3.0% |
| 30D | -5.2% | +17.5% | -22.7% | -11.9% |
| 3M | -4.8% | +16.1% | -20.9% | -11.2% |
| 6M | -1.3% | +43.4% | -44.7% | -16.6% |
| YTD | +8.4% | +47.2% | -38.8% | -9.9% |
| 1Y | +11.0% | +50.1% | -39.1% | -8.6% |
| 3Y | +70.6% | +81.2% | -10.6% | +25.8% |
| 5Y | +55.3% | +63.7% | -8.4% | +17.5% |
| 10Y | +223.2% | +269.2% | -46.0% | +46.0% |
| All | +330.0% | +505.6% | -175.7% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling